+534.6%
STLD vs NTR
+97.9%
+436.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.9% | -1.3% | +0.3% | -0.3% |
| 30D | -8.9% | +16.8% | -25.7% | -16.6% |
| 3M | -14.0% | +20.7% | -34.8% | -23.0% |
| 6M | +30.8% | +0.5% | +30.3% | +27.4% |
| YTD | +42.3% | +29.2% | +13.1% | +19.1% |
| 1Y | +81.1% | +39.6% | +41.5% | +43.4% |
| 3Y | +149.2% | +37.9% | +111.3% | +91.5% |
| 5Y | +292.9% | +47.1% | +245.9% | +149.8% |
| All | +534.6% | +97.9% | +436.6% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling